+328.5%
SMH vs UPST
-88.8%
+417.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +2.8% |
| 7D | +2.5% | -3.5% | +6.1% | +3.0% |
| 30D | -0.5% | -7.1% | +6.6% | +0.4% |
| 3M | -9.6% | -13.1% | +3.4% | -7.9% |
| 6M | +42.1% | -1.1% | +43.2% | +41.2% |
| YTD | +57.4% | -35.9% | +93.3% | +64.9% |
| 1Y | +96.2% | -57.4% | +153.6% | +115.6% |
| 3Y | +267.9% | -14.9% | +282.8% | +235.5% |
| All | +328.5% | -88.8% | +417.3% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling